Access Statistics for Emmanuel Joel Aikins Abakah

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 1 16 1 3 22 53
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 0 2 11 127
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 1 3 6 51
The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds 0 0 0 0 0 1 5 5
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 0 0 1 23
Total Working Papers 0 0 1 145 2 9 45 259


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach 0 0 0 0 0 0 2 2
A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period 0 0 0 0 0 1 4 4
A time-varying Granger causality analysis between water stock and green stocks using novel approaches 0 0 2 3 0 0 3 4
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices 1 1 2 8 7 14 40 76
An empirical analysis of the dynamic relationship between clean and dirty energy markets 0 2 3 4 1 3 9 12
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 3 0 0 2 19
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets 0 1 7 7 0 2 26 26
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events 0 1 5 5 0 3 14 14
Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management 0 0 0 0 1 1 1 1
Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications 0 0 4 6 2 6 36 47
Connectedness and directional spillovers in energy sectors: international evidence 0 0 3 13 0 0 7 26
Consumer sentiments across G7 and BRICS economies: Are they related? 1 1 1 1 2 4 4 4
Correction: Correlation and price spillover effects among green assets 0 0 0 0 0 0 1 1
Correlation structure between fiat currencies and blockchain assets 1 3 8 8 3 6 16 16
Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht 0 3 3 8 1 4 5 14
Cryptocurrencies and stock market indices. Are they related? 1 3 10 131 4 11 45 548
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy 0 1 2 2 0 4 8 9
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches 0 0 8 14 2 3 24 35
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 1 2 5 39 3 5 17 116
Economic policy uncertainty: Persistence and cross-country linkages 0 0 1 7 0 0 6 49
Economic sanctions sentiment and global stock markets 0 1 9 9 0 8 27 27
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks 0 0 9 10 3 14 48 53
Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors 0 0 1 3 1 1 7 21
Extreme downside risk connectedness and portfolio hedging among the G10 currencies 1 1 2 2 4 6 10 10
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications 0 1 4 6 0 2 14 23
Financial stress spillover across Asian Countries 0 0 0 0 1 2 2 2
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis 0 2 9 20 2 7 24 51
Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach 0 0 0 0 2 2 6 7
Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions 1 1 8 9 1 2 13 14
How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis 1 4 10 19 2 7 29 61
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 3 5 0 0 5 18
Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain 0 0 3 3 0 0 3 7
Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic 0 0 2 17 0 1 15 72
Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques 0 0 0 0 0 1 2 7
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 3 3 13 33
Monetary policy uncertainty and ESG performance across energy firms 0 1 1 1 0 5 9 9
Non-linear approach to Random Walk Test in selected African countries 0 0 1 4 0 0 1 8
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis 0 0 2 2 6 7 24 30
Persistence in US Treasury bonds 0 0 2 5 0 1 8 18
Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence 0 1 1 1 0 5 8 9
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks 0 0 8 16 0 2 24 42
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak 1 1 10 45 2 5 25 113
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 1 6 0 1 5 27
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas 0 0 1 6 2 4 18 43
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis 0 1 5 27 1 5 14 55
Return and volatility spillovers among oil price shocks and international green bond markets 1 1 3 3 1 2 11 11
Risk synchronization in Australia stock market: A sector analysis 0 0 1 1 0 1 2 2
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 0 1 2 1 1 10 24
Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach 0 0 2 5 1 3 9 16
Tail risk contagion across electricity markets in crisis periods 0 1 5 12 0 5 26 39
Tail risk dependence, co-movement and predictability between green bond and green stocks 1 1 4 12 1 2 8 28
Tail risk intersection between tech-tokens and tech-stocks 0 0 1 1 0 0 2 2
The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas 0 0 1 1 1 1 3 3
The connectedness in the world petroleum futures markets using a Quantile VAR approach 0 0 0 4 0 0 4 13
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia 2 2 6 20 3 3 13 62
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 0 0 4 6
The influence of economic policy uncertainty shocks on art market 0 0 2 5 0 1 10 19
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 1 2 0 1 8 19
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution 0 2 2 13 0 2 5 53
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification 0 0 1 10 0 1 6 33
Time-varying relationship between international monetary policy and energy markets 0 0 3 3 1 1 10 10
U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging 0 0 1 4 2 2 8 22
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 0 0 0 6
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management 0 0 1 2 0 0 3 12
Volatility persistence in cryptocurrency markets under structural breaks 0 0 0 18 0 3 18 130
Total Journal Articles 13 39 191 600 67 187 784 2,293


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the Impact of Socio-Political Risk on Natural Resources in Africa 0 0 0 0 0 1 6 6
COVID-19 pandemic and sustainable and responsible investment: agenda for reform and prevention of another crisis 0 0 0 5 0 0 1 8
Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method 0 0 1 1 0 0 2 2
Total Chapters 0 0 1 6 0 1 9 16


Statistics updated 2025-02-05